From the menu File → Save FITS file.
This let you save to a FITS file the image in the preview window.
If the file extension is '.fits.fz' the file is automatically packed with fpack.
This is not used part of the capture sequence as the files are automatically saved, but this can be useful to save an image taken with the Preview function or loaded with File → Open FITS file.
Be careful this Preview image can be processed for bad pixel if you create a bad pixel map.